You can give a try to RuntimeChecker trial ot to IBM Purify trial..
A free solution would be to use the following code in Visual Studio:
#ifdef _DEBUG
#define new DEBUG_NEW
#endif
Just write this in the top of all your cpp files.
This will detect memory leaks of your application whenc stopping debug run and list them in the output window. Double clicking on a memory leaks line will higlight you the line where memory is allocated and never released. This may help you : http://www.flipcode.com/archives/How_To_Find_Memory_Leaks.shtml